+1,030.6%
APH vs NYT
+487.2%
+543.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.2% | -0.7% | -1.5% | -2.0% |
| 30D | -4.0% | +4.5% | -8.5% | -5.2% |
| 3M | +7.7% | -8.5% | +16.2% | +9.4% |
| 6M | +17.8% | -15.1% | +32.8% | +21.9% |
| YTD | +19.2% | -3.3% | +22.5% | +18.6% |
| 1Y | +35.7% | +17.0% | +18.7% | +27.3% |
| 3Y | +282.9% | +55.7% | +227.2% | +225.1% |
| 5Y | +345.6% | +38.9% | +306.8% | +280.0% |
| All | +1,030.6% | +487.2% | +543.5% | +631.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling